Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47427.77 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46032.86 Kr¶

PnL: ---------------------------------------> -855.71 Kr¶

DD now: ---------------------------------> -2.472 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 11:00:21.112712'

Anic Portfolio¶

Today¶

Return: -0.998 %¶

This Week¶

Return: -0.222 %¶

Total¶

Return: 55.266 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -3.240000 2719.500000 83.500000 3.170000 2636.000010
Beijer Electronics Group 26 -3.470000 3036.800000 65.800000 2.210000 2971.000006
Corem Property Group B 59 -1.390000 628.940000 51.940000 9.000000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -6.630000 395.500000 40.500000 11.410000 355.000000
SAAB B 8 0.450000 3416.800000 39.800000 1.180000 3377.000000
OEM International B 7 -1.120000 555.100000 27.100000 5.130000 527.999997
Norva24 Group 16 -1.230000 565.120000 22.120000 4.070000 543.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
HMS Networks 2 -3.430000 686.800000 13.800000 2.050000 673.000000
Coor Service Management Hold. 8 -1.310000 544.400000 12.400000 2.330000 532.000000
Intrum 4 -2.420000 539.400000 12.400000 2.350000 527.000000
MedCap 2 -2.910000 433.000000 12.000000 2.850000 421.000000
AcadeMedia 12 -0.840000 564.240000 7.240000 1.300000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Boozt 12 -3.690000 1659.600000 5.600000 0.340000 1653.999996
Swedbank A 3 -0.160000 566.250000 2.250000 0.400000 564.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.740000 247.200000 1.200000 0.490000 246.000000
Securitas B 6 -0.690000 570.360000 0.360000 0.060000 570.000000
Essity B 2 0.670000 574.000000 0.000000 0.000000 574.000000
Handelsbanken A 5 0.790000 545.250000 -0.750000 -0.140000 546.000000
Resurs Holding 22 -1.220000 572.220000 -1.780000 -0.310000 573.999998
Essity A 4 0.170000 1146.000000 -3.000000 -0.260000 1149.000000
Karnov Group 9 0.000000 528.300000 -7.700000 -1.440000 536.000004
Midsona B 63 0.000000 574.560000 -8.440000 -1.450000 582.999984
CTEK 13 -2.830000 518.570000 -15.430000 -2.890000 533.999999
Nordea Bank Abp 29 -0.340000 3427.800000 -26.200000 -0.760000 3453.999992
International Petroleum Corp. 5 -4.550000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 -3.070000 552.400000 -60.600000 -9.890000 612.999432
Sampo Oyj SDB 7 0.190000 3745.000000 -105.000000 -2.730000 3850.000000
Axfood 13 -0.390000 3614.000000 -142.000000 -3.780000 3756.000001
OX2 18 -2.300000 1492.200000 -171.800000 -10.320000 1663.999992
Fasadgruppen Group 35 1.220000 3489.500000 -321.500000 -8.440000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46032.860000 -855.710000 -2.47198% 46888.564618

Updated:¶

'2023-01-19 11:00:33.779977'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶